+1,108.8%
LNG vs FCEL
-99.8%
+1,208.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +18.8% | -24.3% | -7.0% |
| 7D | -6.2% | +4.0% | -10.1% | -6.8% |
| 30D | +8.0% | -13.1% | +21.1% | +8.5% |
| 3M | +16.9% | +14.6% | +2.3% | +12.2% |
| 6M | +8.7% | +133.7% | -125.0% | -4.2% |
| YTD | +43.0% | +143.0% | -99.9% | +24.7% |
| 1Y | +19.4% | +320.9% | -301.4% | -2.7% |
| 3Y | +74.7% | -58.9% | +133.6% | +60.1% |
| 5Y | +222.4% | -89.7% | +312.1% | +215.5% |
| 10Y | +532.2% | -99.1% | +631.3% | +460.6% |
| All | +1,108.8% | -99.8% | +1,208.6% | +785.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling